CPPI Products
Abaxbank is active in the structuring of CPPI based products, creating "Portfolio Insurance" solutions for Institutional Investors and developing quantitative asset allocation models.
The CPPI (Constant Proportion Portfolio Insurance) method is targeted to risk control and capital protection, based 3 principles:
- daily assessment of the available risk budget;
- daily reshuffling of the portfolio;
- the adoption of a stop-loss clause.
Abaxbank offers the following products based on CPPI methodology:
- DAC
- DAB
- Portfolio Management for Funds (GPF)
- UNIT LINKED